Hans-Jakob Lüthi

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Person:850661

Available identifiers

zbMath Open luthi.hans-jakobMaRDI QIDQ850661

List of research outcomes

PublicationDate of PublicationType
The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios2015-03-03Paper
Robust risk management2012-12-29Paper
On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions2011-04-07Paper
Risk management in power markets: the hedging value of production flexibility2009-12-07Paper
Pivoting in linear complementarity: Two polynomial-time cases2009-07-24Paper
Risk management of power portfolios and valuation of flexibility2006-11-03Paper
Convex risk measures for portfolio optimization and concepts of flexibility2005-12-14Paper
https://portal.mardi4nfdi.de/entity/Q44598152004-05-18Paper
https://portal.mardi4nfdi.de/entity/Q27680542004-01-13Paper
https://portal.mardi4nfdi.de/entity/Q49433722001-05-20Paper
https://portal.mardi4nfdi.de/entity/Q44944072001-01-04Paper
The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems2000-03-19Paper
https://portal.mardi4nfdi.de/entity/Q42334081999-07-21Paper
The Existence of a Short Sequence of Admissible Pivots to an Optimal Basis in LP and LCP1998-08-20Paper
Linear complementarity problem with upper bounds1989-01-01Paper
On the Solution of Variational Inequalities by the Ellipsoid Method1985-01-01Paper
Scheduling to Minimize Maximum Workload1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36905891984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47456031981-01-01Paper
Komplementaritäts- und Fixpunktalgorithmen in der mathematischen Programmierung, Spieltheorie und Ökonomie1976-01-01Paper
A simplicial approximation of a solution for the nonlinear complementarity problem1975-01-01Paper

Research outcomes over time


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